-38.3%
GIS vs OVV
+46.2%
-84.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.4% | -10.7% | +11.1% | +0.4% |
| 30D | +10.1% | -5.3% | +15.4% | +10.0% |
| 3M | -3.7% | +2.4% | -6.0% | -3.8% |
| 6M | +4.3% | +5.7% | -1.4% | +4.1% |
| YTD | -19.8% | +56.8% | -76.6% | -20.9% |
| 1Y | -20.5% | +59.3% | -79.7% | -21.5% |
| 3Y | -38.3% | +49.0% | -87.3% | -40.3% |
| All | -38.3% | +46.2% | -84.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling